1. Robert P. Sherman (1993, Econometrica)
The Limiting Distribution of the Maximum Rank Correlation Estimator
2. Aaron K. Han (1987, Journal of Econometrics)
Non-parametric analysis of a generalized regression model : The maximum rank correlation estimator
3. M. G. Kendall (1938, Biometrika)
A New Measure of Rank Correlation
4. Jason Abrevaya (1999, Economics Letters)
Computation of the maximum rank correlation estimator
5. Songnian Chen(2002, Econometrica)
Rank Estimation of Transformation Models
6. Christopher Cavanagh and Robert P. Sherman (1998, Journal of Econometrics)
Rank estimators for monotonic index models
Hi! I'm looking for code that implements MRC estimators, but I haven't been able to find much. Just a few Gauss scripts on Abrevaya's website. Do you know of other code for MRC estimation?
ReplyDeleteSorry Abe, I don't have one for you. But i will let you know if I find any.
ReplyDeleteConcise and to the point
ReplyDeleteReference Letter for a Friend